On the notifications area of the job, you have set it to email a operator if the job fails, correct?

If so you will need to ensure that you have enabled and configured database mail.

Ensured that the SQL server is allows to relay mail.

Ensured that you have stopped any anti-virus / spyware programs from blocking mass mail worms.

Ensure you have set the Alert System of the SQL Agent properties access to Database Mail and the profile you have created.

Once all donw restart the SQL Agent service to pick up the new configuration.

After which is the job will fail it will send the alert.